/// <summary>
/// Inits the EMAL oop.
/// </summary>
/// <returns><c>true</c>, if EMAL oop was inited, <c>false</c> otherwise.</returns>
void InitEMALoop()
{
EMAValue next = null, prev = null;
for (int i = 0; i < SampleSize; i++)
{
if (TopValue == null)
{
TopValue = new EMAValue {
Index = i
};
prev = TopValue;
continue;
}
next = new EMAValue {
Index = i
};
next.Previous = prev;
prev.Next = next;
prev = next;
}
next.Next = TopValue;
TopValue.Previous = next;
}
/// <summary>
/// Gets the average.
/// </summary>
/// <returns>The average.</returns>
/// <param name="newValue">New value.</param>
public decimal GetAverage(decimal newValue)
{
TopValue = TopValue.Previous;
TopValue.Value = newValue;
// if the NEXT previous value is zero, the loop isn't full yet
// (can't calculate an average without a full loop)
if (TopValue.Previous?.Value == 0.0M)
{
return(TopValue.Previous.Value);
}
// else, calculate exponential average of sample
int i = 0;
decimal total = 0.0M, offset = (1 - Alpha);
EMAValue currentValue = TopValue;
while (i < SampleSize)
{
total += (decimal)(Math.Pow((double)offset, i)) * currentValue.Value;
currentValue = currentValue.Next;
i++;
}
return(total * Alpha);
}
/// <summary>
/// Prints the EMAL oop.
/// </summary>
/// <param name="forward">If set to <c>true</c> forward.</param>
void PrintEMALoop(bool forward)
{
int prevIndex = -1;
EMAValue currentVal = TopValue;
string output = (forward ? "\nFORWARD:" : "\nBACKWARD:");
while (forward ? currentVal.Index > prevIndex : currentVal.Index < prevIndex)
{
output += ($"\n\tEMA Entry: {currentVal.Index}\t" +
$"Value: {currentVal.Value}\t" +
$"Previous: {currentVal.Previous.Value}\t" +
$"Next: {currentVal.Next.Value}");
prevIndex = currentVal.Index;
currentVal = forward ? currentVal.Next : currentVal.Previous;
}
LogManager.Info(output, this);
}
